BACKGROUND: Physical activity modulates expression of metabolic genes and may therefore be a prerequisite for metabolic responses to environmental stimuli. However, the extent to which exercise interacts with environmental conditions to modulate metabolism is unresolved. Hence, we tested the hypothesis that even low levels of physical activity are beneficial by improving metabolic responsiveness to temperatures below the thermal neutral zone, thereby increasing the capacity for substrate oxidation and energy expenditure.METHODOLOGY/PRINCIPAL FINDINGS: We used wild rats (Rattus fuscipes) to avoid potential effects of breeding on physiological phenotypes. Exercise acclimation (for 30 min/day on 5 days/week for 30 days at 60% of maximal performance) at 22°C increased mRNA concentrations of PGC1α, PPARδ, and NRF-1 in skeletal muscle and brown adipose tissue compared to sedentary animals. Lowering ambient temperature to 12°C caused further increases in relative expression of NRF-1 in skeletal muscle, and of PPARδ of brown adipose tissue. Surprisingly, relative expression of UCP1 increased only when both exercise and cold stimuli were present. Importantly, in sedentary animals cold acclimation (12°C) alone did not change any of the above variables. Similarly, cold alone did not increase maximum capacity for substrate oxidation in mitochondria (cytochrome c oxidase and citrate synthase activities) of either muscle or brown adipose tissue. Animals that exercised regularly had higher exercise induced metabolic rates in colder environments than sedentary rats, and temperature induced metabolic scope was greater in exercised rats.CONCLUSIONS/SIGNIFICANCE: Physical activity is a necessary prerequisite for the expression of transcriptional regulators that influence a broad range of physiological functions from energy metabolism to cardiovascular function and nutrient uptake. A sedentary lifestyle leads to decreased daily energy expenditure because of a lack of direct use of energy and a muted metabolic response to ambient temperature, which can be reversed even by low levels of physical activity.